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DMX vs. DSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DMX vs. DSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Multi-Sector Income ETF (DMX) and DoubleLine Securitized Credit ETF (DSCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DMX

1D
-0.10%
1M
0.17%
6M
1.66%
YTD
1.84%
1Y
5.63%
3Y*
5Y*
10Y*

DSCO

1D
-0.14%
1M
0.25%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMX vs. DSCO - Yearly Performance Comparison


Correlation

The correlation between DMX and DSCO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 2, 2026

0.20

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Return for Risk

DMX vs. DSCO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DMX
DMX Risk / Return Rank: 9292
Overall Rank
DMX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DMX Omega Ratio Rank: 9393
Omega Ratio Rank
DMX Calmar Ratio Rank: 9090
Calmar Ratio Rank
DMX Martin Ratio Rank: 9292
Martin Ratio Rank

DSCO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DMX vs. DSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Multi-Sector Income ETF (DMX) and DoubleLine Securitized Credit ETF (DSCO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DMXDSCODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

4.40

Martin ratioReturn relative to average drawdown

18.14

DMX vs. DSCO - Sharpe Ratio Comparison


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Drawdowns

DMX vs. DSCO - Drawdown Comparison

The maximum DMX drawdown since its inception was -2.65%, which is greater than DSCO's maximum drawdown of -1.64%. Use the drawdown chart below to compare losses from any high point for DMX and DSCO.


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Drawdown Indicators


DMXDSCODifference

Max Drawdown

Largest peak-to-trough decline

-2.65%

-1.64%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

Current Drawdown

Current decline from peak

-0.25%

-0.19%

-0.06%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.60%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

Volatility

DMX vs. DSCO - Volatility Comparison


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Volatility by Period


DMXDSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.33%

2.43%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

2.43%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.07%

2.43%

+0.64%

DMX vs. DSCO - Expense Ratio Comparison

Both DMX and DSCO have an expense ratio of 0.50%.


Dividends

DMX vs. DSCO - Dividend Comparison

DMX's dividend yield for the trailing twelve months is around 5.88%, more than DSCO's 2.26% yield.


PositionTTM20252024
DMX
DoubleLine Multi-Sector Income ETF
5.88%5.96%0.42%
DSCO
DoubleLine Securitized Credit ETF
2.26%0.00%0.00%

Frequently Asked Questions


DMX and DSCO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DMX and DSCO have the same expense ratio: 0.50% per year.

DMX has the higher dividend yield at 5.88%, compared with 2.26% for DSCO.

DMX is categorized as Multisector Bonds, while DSCO is Mortgage Backed Securities.

Portfolio Optimizer

Find the right allocation for DMX and DSCO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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